Analysis for SSFA project: Three factor model

Table of contents

  1. Used packages
  2. Global settings
  3. Load data
  4. Explore data
  5. Model specification
  6. Inference
    1. epLsar
    2. Asfc
    3. Smfc
    4. HAsfc9
    5. HAsfc81
  7. Summary

Used packages

Global settings

Output

Plotting

Computing

Load data

Show that everything is correct:

x1 indicates the software used, x2 indicates the treatment applied and x3 the sample.

Contrasts

Prepare dicts for contrasts that are of interest later.

Explore data

Compute raw differences

Show difference between software in raw data

Model specification

Inference

epLsar

Verify model settings

Check prior choice

Prior choice is as intended: Broad over the data range.

Sampling

Check sampling

Posterior predictive distribution

Compare prior and posterior for model parameters

Posterior and contrasts

Verify model settings

Check prior choice

Sampling

Check sampling

Posterior predictive distribution

Compare prior and posterior for model parameters

Posterior and contrasts

Asfc

Verify model settings

Check prior choice

Prior choice is as intended: Broad over the data range.

Sampling

Check sampling

Posterior predictive distribution

Compare prior and posterior for model parameters

Posterior and contrasts

Smfc

Verify model settings

Check prior choice

Prior choice is as intended: Broad over the data range.

Sampling

Analysis stopped here because sampling did not converge. As the plot shows, some data points are very far away from the others, which would require the analysis to be based on more heavy-tailed distributions.

HAsfc9

Verify model settings

Check prior choice

Prior choice is as intended: Broad over the data range.

Sampling

Check sampling

Posterior predictive distribution

Compare prior and posterior for model parameters

Posterior and contrasts

HAsfc81

Verify model settings

Check prior choice

Prior choice is as intended: Broad over the data range.

Sampling

Check sampling

Posterior predictive distribution

Compare prior and posterior for model parameters

Posterior and contrasts

Summary

The contrast plots between the two software packages are shown below again for each variable except Smfc

Write out